Research talks
- May 2016
- Phase-type distributions, Matrix-Analytic Methods, and applications. Department of Mathematics, Aristotle University of Thessaloniki. Host: Prof. Dr. George Tsaklidis.
- Nov. 2015
- The use of Markov renewal theory and extreme value analysis to find asymptotic error bounds for truncated approximations. Department of Mathematics, Aristotle University of Thessaloniki. Host: Prof. Dr. George Tsaklidis.
- March 2014
- Corrected phase-type approximations of heavy-tailed stochastic models using perturbation analysis. Department of Econometrics (Erasmus School of Economics), Erasmus University Rotterdam. Host: Dr. Remy Spliet.
- May 2013
- Error bounds for spectral approximations of heavy-tailed risk models. Mathematical Institute, University of Wrocław. Host: Prof. Dr. Zbigniew Palmowski.
- March 2013
- Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis. Workshop Queues and Risk, Eurandom, March 4–7.
- Nov. 2012
- Approximation errors for the MAP/G/1 queue. Workshop YEQT VI, Analytic Methods in Queueing Systems, Eurandom, November 1–3.
- June 2016
- Asymptotic error bounds for truncated buffer approximations of a 2-node tandem queue. MAM9 2016 – 9th International Conference on Matrix Analytic Methods in Stochastic Models, Budapest, Hungary, June 28–30.
- May 2016
- Fitting heavy-tailed claims to mixtures of phase-type and heavy-tailed distributions. ASF 2016 – 9th Samos Conference in Actuarial Science and Finance, Samos, Greece, May 18–22.
- Aug. 2014
- Improved approximations for performance measures of stochastic models. ECQT 2014 – First European Conference on Queueing Theory, Ghent, Belgium, August 20–22.
- July 2014
- Improved approximations of heavy-tailed risk models using perturbation analysis. IME 2014 – The 18th International Congress on Insurance: Mathematics and Economics, Shanghai, China, July 10–12.
- May 2014
- Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis. ASF 2014 – 8th Samos Conference in Actuarial Science and Finance, Samos, Greece, May 29 – June 1. Received 3rd prize for the Best Paper Award.
- Jan. 2014
- Corrected phase-type approximations of heavy-tailed queueing models in a Markovian environment. MAM8 2014 – 8th International Conference on Matrix Analytic Methods in Stochastic Models, Kerala, India, January 6–10.
- Oct. 2013
- Corrected phase-type approximations of heavy-tailed models in applied probability using perturbation analysis. 7th Beta Conference ‘Dynamic Pricing’, Eindhoven University of Technology, Eindhoven, the Netherlands, October 30–31.
- Sep. 2013
- Corrected phase-type approximations for the workload of the MAP/G/1 queue with heavy-tailed service times. 31st International Symposium on Computer Performance, Modeling, Measurements and Evaluation (IFIP WG 7.3 Performance 2013), Vienna, Austria, September 24–26.
- July 2013
- Corrected phase-type approximations of heavy-tailed stochastic models using perturbation analysis. Satellite Summer School to the 7th International Conference on Lévy Processes, Mathematical Research and Conference Center of the Institute of Mathematics of the Polish Academy of Sciences in Bedlewo, Poland, July 9–13.
- June 2013
- Corrected phase-type approximations for heavy-tailed risk models in a Markovian environment. International Cramér Symposium on Insurance Mathematics, Stockholm, June 11–14.
- Jan. 2013
- Improved approximations for the M/G/1 queue. 38th Conference on the Mathematics of Operations Research, Lunteren, the Netherlands, January 15–17.
- June 2012
- On the accuracy of phase-type approximation of heavy-tailed risk models. IWAP 2012 – International Workshop on Applied Probability, Jerusalem, Israel, June 11–14.
- Jan. 2012
- On the accuracy of phase-type approximations of heavy-tailed risk models. 37th Conference on the Mathematics of Operations Research, Lunteren, the Netherlands, January 17–19.
- June 2014
- Corrected phase-type approximations for heavy-tailed queueing models in a Markovian environment – The 2014 Stochastic Networks Conference, Amsterdam, the Netherlands, June 23–27.
- Nov. 2013
- Corrected phase-type approximations for the workload of the MAP/G/1 queue with heavy-tailed service times – Workshop YEQT VII, Scheduling and Priorities in Queueing Systems, Eurandom, November 4–6.
- July 2013
- Corrected phase-type approximations for the workload of the MAP/G/1 queue with heavy-tailed service times – 7th International Conference on Lévy Processes: Theory and Applications, Wrocław, Poland, July 15–19.
- Jan. 2017
- Markov Regenerative Accumulation Processes. ANR MARMOTE meeting, Inria, Sophia Antipolis, France, January 11.
- Oct. 2016
- Markov Additive Processes and approximation algorithms for their performance measures. 13th Maestro retreat, Antibes-Juan-les-Pins, France, October 12–13.
- Apr. 2014
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Personal and Research presentation. Department Dialogue, Eurandom, Eindhoven, the Netherlands, April 17.
